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This paper discusses the development of an adaptive discrete-time robust nonlinear filtering technique, and the application of this technique to the six-degree-of-freedom elliptical orbit rendezvous and docking problem. The proposed adaptive nonlinear filtering technique is based on a robust modification of the divided-difference filtering method based on Huber's generalized maximum likelihood estimation, blended with a robust covariance matching procedure based on a modified Myers―Tapley method. In particular, the adaptive scheme can estimate the process noise and measurement noise covariance matrices along with the state estimate and state estimate error covariance matrix, which uses a robust approach to estimating these covariances that can resist the effects of outliers in the stored buffer of residuals.
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Karlgaard et al. (2011) studied this question.
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